Large milkweed bug (shed exoskeletons)

Pretty much the only shed skins of insects you can find pictures of online are cicada shells, since they're so easy to recognize. There is a very good book that was recently released however: Tracks and Signs of Insects by Noah Charney and Charley Eiseman, which covers some exoskeleton stuff, and pretty much any other sign an insect can leave behind!

Yep, it sure looks that way. The shed exoskeletons tend to shrivel up, so they're not always recognizable, especially if you haven't seen any like it before. But if you see insects that are lightly colored like these ones, it usually indicates that they have just molted.

You had the correct order, but not the family. These are two newly molted large milkweed bugs, in the family Lygaeidae.